Stochastic Processes with Applications to Finance, Second Edition, Kijima
Автор: Ross Stephen Название: Core principles and applications of Corporate Finance, global edition ISBN: 0071221166 ISBN-13(EAN): 9780071221160 Издательство: McGraw-Hill Рейтинг: Цена: 5774 р. Наличие на складе: Есть (1 шт.) Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 6901 р. Наличие на складе: Есть (1 шт.) Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 5742 р. Наличие на складе: Заказано в издательстве.
Описание: Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level students and researchers in mathematical finance and financial engineering will find this book useful.
Описание: Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random
walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the
applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an
Автор: Bhattacharya, Rabi N. Waymire, Edward C. Название: Stochastic processes with applications ISBN: 0898716896 ISBN-13(EAN): 9780898716894 Издательство: Eurospan Рейтинг: Цена: 10941 р. Наличие на складе: Поставка под заказ.
Описание: This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.
Описание: This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.
Описание: Explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, this book provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.
Описание: This book constitutes the refereed proceedings of the Second International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2003, held in Hatfield, UK in September 2003.The 12 revised full papers presented together with three invited papers were carefully reviewed and selected for inclusion in the book. Among the topics addressed are ant colony optimization, randomized algorithms for the intersection problem, local search for constraint satisfaction problems, randomized local search and combinatorial optimization, simulated annealing, probabilistic global search, network communication complexity, open shop scheduling, aircraft routing, traffic control, randomized straight-line programs, and stochastic automata and probabilistic transformations.
Описание: The book presents a detailed mathematical introduction to the main classes of Markov processes together with their applications in various fields. It has been developed from a number of successful courses taught by the author to a wide-ranging student audience, including in Mathematicians, Engineers and Biologists.
Автор: Parzen, Emanuel Название: Stochastic processes ISBN: 0898714419 ISBN-13(EAN): 9780898714418 Издательство: Eurospan Рейтинг: Цена: 7874 р. Наличие на складе: Поставка под заказ.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.